Let's be...

From: Mario R. Melchiori
Affiliation: http://www.geocities.com/mrmelchi
Address: mrmelchi@grupobica.com.ar
Date: 29 Aug 2007
Time: 12:02:55

Comments

I think that no one should certainly be surprised. I invite to read "Negatively Skewed Trading Strategies" by Glyn A. Holton (2003), Derivatives Week, 12 (42), 8–9. freely available from the following link: http://www.riskexpertise.com/papers/Skewed.PDF .

Disclaimer